The Great Glacier is located on the Northern Continent just north of Icicle area and just south of the Northern Crater. There is no way to enter the Great Glacier other than when the story takes you through the area during Disc 2. Once you leave the Great Glacier there is no way to return to this area.
Cloud and his team will leave the Icicle Inn on their way to the Great Glacier which will then lead to Gaea’s Cliff and the Whirlwind Maze. This chase following Sephiroth eventually leads them towards the Northern Crater (but you don’t actually reach it until later). Check out the Great Glacier walkthrough section for more information.
There is no way to return to the Great Glacier once you have left the area and started climbing the cliff, so make sure that you pick up all of the following items:
Mind Source
Safety Bit
Added Cut Materia
Alexander Materia
All Materia
Refer to the Great Glacier section for additional details on how to track down and obtain each of the items listed above.
The map below shows the location of the Great Glacier on the World Map: